Stationary distributions for diffusions with inert drift
Year of publication: |
2010
|
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Authors: | Bass, Richard F. ; Burdzy, Krzysztof ; Chen, Zhen-qing ; Hairer, Martin |
Published in: |
Probability theory and related fields : continuation of Zeitschrift für Wahrscheinlichkeitstheorie. - Berlin : Springer, ISSN 0178-8051, ZDB-ID 165783-5. - Vol. 146.2010, 1/2, p. 1-47
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Subject: | Theorie | Theory | Statistische Verteilung | Statistical distribution | Stochastischer Prozess | Stochastic process | Markov-Kette | Markov chain | Innovationsdiffusion | Innovation diffusion |
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